bump compat of AdvancedHMC (#2050)

* bump compat of AdvancedHMC

* Update Project.toml

Co-authored-by: David Widmann <devmotion@users.noreply.github.com>

* upd make_ahmc_kernel

* bugs

* bugs

* bug

* Update Project.toml

* Update Inference.jl

* Update Inference.jl

* Apply suggestions from code review

Co-authored-by: David Widmann <devmotion@users.noreply.github.com>

* Update src/inference/Inference.jl

* Update Inference.jl

* Update Inference.jl

* Update Inference.jl

* Update Project.toml

* Update Inference.jl

* Typofix in test.

* Implement sample for external  spl + ensemble

* Revert default n_adapts value.

---------

Co-authored-by: David Widmann <devmotion@users.noreply.github.com>
Co-authored-by: Hong Ge <3279477+yebai@users.noreply.github.com>
Co-authored-by: Hong Ge <hg344@cam.ac.uk>

Project.toml

@@ -1,6 +1,6 @@
 name = "Turing"
 uuid = "fce5fe82-541a-59a6-adf8-730c64b5f9a0"
-version = "0.27"
+version = "0.27.1"
 
 [deps]
 AbstractMCMC = "80f14c24-f653-4e6a-9b94-39d6b0f70001"
@@ -38,7 +38,7 @@ Tracker = "9f7883ad-71c0-57eb-9f7f-b5c9e6d3789c"
 
 [compat]
 AbstractMCMC = "4"
-AdvancedHMC = "0.3.0, 0.4"
+AdvancedHMC = "0.3.0, 0.4.0, 0.5.2"
 AdvancedMH = "0.6.8, 0.7"
 AdvancedPS = "0.4"
 AdvancedVI = "0.2"

src/inference/hmc.jl

@@ -444,7 +444,8 @@ end
 function make_ahmc_kernel(alg::HMCDA, ϵ)
     return AHMC.HMCKernel(AHMC.Trajectory{AHMC.EndPointTS}(AHMC.Leapfrog(ϵ), AHMC.FixedIntegrationTime(alg.λ)))
 end
-make_ahmc_kernel(alg::NUTS, ϵ) = AHMC.NUTS(AHMC.Leapfrog(ϵ), alg.max_depth, alg.Δ_max)
+make_ahmc_kernel(alg::NUTS, ϵ) =
+    AHMC.HMCKernel(AHMC.Trajectory{AHMC.MultinomialTS}(AHMC.Leapfrog(ϵ), AHMC.GeneralisedNoUTurn(alg.max_depth, alg.Δ_max)))
 
 ####
 #### Compiler interface, i.e. tilde operators.

test/contrib/inference/abstractmcmc.jl

@@ -24,7 +24,7 @@ function initialize_nuts(model::Turing.Model)
     #   - multinomial sampling scheme,
     #   - generalised No-U-Turn criteria, and
     #   - windowed adaption for step-size and diagonal mass matrix
-    proposal = AdvancedHMC.NUTS{AdvancedHMC.MultinomialTS,AdvancedHMC.GeneralisedNoUTurn}(integrator)
+    proposal = AdvancedHMC.HMCKernel(AdvancedHMC.Trajectory{AdvancedHMC.MultinomialTS}(integrator, AdvancedHMC.GeneralisedNoUTurn()))
     adaptor = AdvancedHMC.StanHMCAdaptor(
         AdvancedHMC.MassMatrixAdaptor(metric),
         AdvancedHMC.StepSizeAdaptor(0.65, integrator)
@@ -50,7 +50,7 @@ end
                 [model],
                 DynamicPPL.Sampler(externalsampler(sampler), model),
                 5_000;
-                nadapts=1_000,
+                n_adapts=1_000,
                 discard_initial=1_000,
                 rtol=0.2
             )